Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 08-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2017 |
08-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
164.14 |
164.44 |
0.30 |
0.2% |
166.22 |
High |
164.76 |
164.49 |
-0.27 |
-0.2% |
166.32 |
Low |
164.07 |
163.81 |
-0.26 |
-0.2% |
163.89 |
Close |
164.39 |
164.00 |
-0.39 |
-0.2% |
163.98 |
Range |
0.69 |
0.68 |
-0.01 |
-1.4% |
2.43 |
ATR |
0.76 |
0.76 |
-0.01 |
-0.8% |
0.00 |
Volume |
16,880 |
16,880 |
0 |
0.0% |
6,466,374 |
|
Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.14 |
165.75 |
164.37 |
|
R3 |
165.46 |
165.07 |
164.19 |
|
R2 |
164.78 |
164.78 |
164.12 |
|
R1 |
164.39 |
164.39 |
164.06 |
164.25 |
PP |
164.10 |
164.10 |
164.10 |
164.03 |
S1 |
163.71 |
163.71 |
163.94 |
163.57 |
S2 |
163.42 |
163.42 |
163.88 |
|
S3 |
162.74 |
163.03 |
163.81 |
|
S4 |
162.06 |
162.35 |
163.63 |
|
|
Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
172.02 |
170.43 |
165.32 |
|
R3 |
169.59 |
168.00 |
164.65 |
|
R2 |
167.16 |
167.16 |
164.43 |
|
R1 |
165.57 |
165.57 |
164.20 |
165.15 |
PP |
164.73 |
164.73 |
164.73 |
164.52 |
S1 |
163.14 |
163.14 |
163.76 |
162.72 |
S2 |
162.30 |
162.30 |
163.53 |
|
S3 |
159.87 |
160.71 |
163.31 |
|
S4 |
157.44 |
158.28 |
162.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
164.99 |
163.81 |
1.18 |
0.7% |
0.68 |
0.4% |
16% |
False |
True |
629,840 |
10 |
166.40 |
163.81 |
2.59 |
1.6% |
0.72 |
0.4% |
7% |
False |
True |
829,657 |
20 |
166.40 |
163.13 |
3.27 |
2.0% |
0.70 |
0.4% |
27% |
False |
False |
773,647 |
40 |
166.40 |
161.31 |
5.09 |
3.1% |
0.73 |
0.4% |
53% |
False |
False |
796,775 |
60 |
166.40 |
160.80 |
5.60 |
3.4% |
0.75 |
0.5% |
57% |
False |
False |
693,783 |
80 |
166.40 |
159.91 |
6.49 |
4.0% |
0.83 |
0.5% |
63% |
False |
False |
608,395 |
100 |
166.84 |
159.91 |
6.93 |
4.2% |
0.83 |
0.5% |
59% |
False |
False |
489,991 |
120 |
168.93 |
159.91 |
9.02 |
5.5% |
0.79 |
0.5% |
45% |
False |
False |
409,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.38 |
2.618 |
166.27 |
1.618 |
165.59 |
1.000 |
165.17 |
0.618 |
164.91 |
HIGH |
164.49 |
0.618 |
164.23 |
0.500 |
164.15 |
0.382 |
164.07 |
LOW |
163.81 |
0.618 |
163.39 |
1.000 |
163.13 |
1.618 |
162.71 |
2.618 |
162.03 |
4.250 |
160.92 |
|
|
Fisher Pivots for day following 08-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
164.15 |
164.29 |
PP |
164.10 |
164.19 |
S1 |
164.05 |
164.10 |
|